+676.6%
TSEM vs LTH
+157.9%
+518.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.8% |
| 7D | +6.9% | -0.6% | +7.5% | +7.0% |
| 30D | +5.3% | -4.6% | +9.9% | +6.3% |
| 3M | -14.9% | +32.8% | -47.7% | -21.5% |
| 6M | +80.0% | +64.6% | +15.4% | +56.6% |
| YTD | +89.4% | +62.6% | +26.7% | +64.4% |
| 1Y | +253.1% | +49.9% | +203.1% | +212.3% |
| All | +676.6% | +157.9% | +518.7% | +527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling